Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47913.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46519.08 Kr¶

PnL: ---------------------------------------> -369.49 Kr¶

DD now: ---------------------------------> -1.472 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:04:14.236245'

Anic Portfolio¶

Today¶

Return: 0.424 %¶

This Week¶

Return: 0.801 %¶

Total¶

Return: 56.858 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.100000 2838.500000 202.500000 7.680000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -1.600000 651.950000 74.950000 12.990000 576.999999
Boozt 12 0.140000 1708.800000 54.800000 3.310000 1653.999996
SAAB B 8 1.040000 3429.600000 52.600000 1.560000 3377.000000
HMS Networks 2 -0.170000 718.400000 45.400000 6.750000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.400000 548.400000 21.400000 4.060000 527.000000
Coor Service Management Hold. 8 0.370000 548.800000 16.800000 3.160000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
FM Mattsson Mora Group B 50 -1.010000 2940.000000 13.000000 0.440000 2927.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.830000 257.520000 11.520000 4.680000 246.000000
Norva24 Group 16 1.770000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.730000 564.720000 7.720000 1.390000 557.000004
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Swedbank A 3 1.640000 568.200000 4.200000 0.740000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 -0.080000 568.920000 -1.080000 -0.190000 570.000000
Essity B 2 -1.340000 572.200000 -1.800000 -0.310000 574.000000
Nordea Bank Abp 29 0.070000 3451.580000 -2.420000 -0.070000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.570000 525.850000 -8.150000 -1.530000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.490000 1536.300000 -127.700000 -7.670000 1663.999992
Axfood 13 0.290000 3598.400000 -157.600000 -4.200000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46519.080000 -369.490000 -1.47216% 46888.564618

Updated:¶

'2023-01-18 13:04:26.816151'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶